| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,020.00 |
2,018.00 |
-2.00 |
-0.1% |
2,003.00 |
| High |
2,025.75 |
2,027.00 |
1.25 |
0.1% |
2,025.75 |
| Low |
2,013.25 |
2,013.50 |
0.25 |
0.0% |
1,988.00 |
| Close |
2,018.25 |
2,026.50 |
8.25 |
0.4% |
2,018.25 |
| Range |
12.50 |
13.50 |
1.00 |
8.0% |
37.75 |
| ATR |
25.88 |
24.99 |
-0.88 |
-3.4% |
0.00 |
| Volume |
1,991 |
5,244 |
3,253 |
163.4% |
17,684 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.75 |
2,058.25 |
2,034.00 |
|
| R3 |
2,049.25 |
2,044.75 |
2,030.25 |
|
| R2 |
2,035.75 |
2,035.75 |
2,029.00 |
|
| R1 |
2,031.25 |
2,031.25 |
2,027.75 |
2,033.50 |
| PP |
2,022.25 |
2,022.25 |
2,022.25 |
2,023.50 |
| S1 |
2,017.75 |
2,017.75 |
2,025.25 |
2,020.00 |
| S2 |
2,008.75 |
2,008.75 |
2,024.00 |
|
| S3 |
1,995.25 |
2,004.25 |
2,022.75 |
|
| S4 |
1,981.75 |
1,990.75 |
2,019.00 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.00 |
2,108.75 |
2,039.00 |
|
| R3 |
2,086.25 |
2,071.00 |
2,028.75 |
|
| R2 |
2,048.50 |
2,048.50 |
2,025.25 |
|
| R1 |
2,033.25 |
2,033.25 |
2,021.75 |
2,041.00 |
| PP |
2,010.75 |
2,010.75 |
2,010.75 |
2,014.50 |
| S1 |
1,995.50 |
1,995.50 |
2,014.75 |
2,003.00 |
| S2 |
1,973.00 |
1,973.00 |
2,011.25 |
|
| S3 |
1,935.25 |
1,957.75 |
2,007.75 |
|
| S4 |
1,897.50 |
1,920.00 |
1,997.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,027.00 |
1,988.00 |
39.00 |
1.9% |
15.50 |
0.8% |
99% |
True |
False |
3,447 |
| 10 |
2,027.00 |
1,949.25 |
77.75 |
3.8% |
20.00 |
1.0% |
99% |
True |
False |
4,821 |
| 20 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
29.00 |
1.4% |
100% |
True |
False |
5,148 |
| 40 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
28.00 |
1.4% |
100% |
True |
False |
3,637 |
| 60 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
22.50 |
1.1% |
100% |
True |
False |
2,490 |
| 80 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
20.75 |
1.0% |
100% |
True |
False |
1,879 |
| 100 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
18.75 |
0.9% |
100% |
True |
False |
1,509 |
| 120 |
2,027.00 |
1,805.00 |
222.00 |
11.0% |
16.50 |
0.8% |
100% |
True |
False |
1,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.50 |
|
2.618 |
2,062.25 |
|
1.618 |
2,048.75 |
|
1.000 |
2,040.50 |
|
0.618 |
2,035.25 |
|
HIGH |
2,027.00 |
|
0.618 |
2,021.75 |
|
0.500 |
2,020.25 |
|
0.382 |
2,018.75 |
|
LOW |
2,013.50 |
|
0.618 |
2,005.25 |
|
1.000 |
2,000.00 |
|
1.618 |
1,991.75 |
|
2.618 |
1,978.25 |
|
4.250 |
1,956.00 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.50 |
2,022.75 |
| PP |
2,022.25 |
2,019.00 |
| S1 |
2,020.25 |
2,015.50 |
|